+338.1%
TGT vs CG
+278.1%
+60.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | 0.0% |
| 7D | +2.6% | -1.5% | +4.1% | +3.0% |
| 30D | +6.6% | +5.7% | +0.9% | +5.1% |
| 3M | +5.2% | -17.9% | +23.1% | +10.5% |
| 6M | +35.3% | -20.2% | +55.5% | +42.5% |
| YTD | +70.3% | -32.0% | +102.3% | +85.8% |
| 1Y | +81.2% | -27.0% | +108.2% | +93.7% |
| 3Y | +66.9% | +42.8% | +24.2% | +47.5% |
| 5Y | -27.2% | -23.4% | -3.7% | -28.4% |
| 10Y | +206.6% | +278.2% | -71.6% | +120.9% |
| All | +338.1% | +278.1% | +60.0% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling